trend-momentum-indicators
Interpret EMA, ADX, ATR, SuperTrend, and Keltner channel readings for futures - trend presence, strength, volatility regime, and when each signal is unreliable. Use when a strategy gates on an indicator or when classifying the regime.
Install
npx skillscat add johnamcruz/futures-trading-harness/trend-momentum-indicators Install via the SkillsCat registry.
SKILL.md
Trend and Momentum Indicators
When to Use
- A strategy gate depends on ADX, an EMA relationship, SuperTrend, or Keltner.
- Classifying the regime (trend, range, high or low volatility) for sizing and
strategy choice.
How It Works
In an autonomous cycle the bar briefing (bar_briefing, the harness-tools
skill) already holds this bar's values: m3 (EMAs, ADX, SuperTrend, Keltner,
ATR, VWAP, participation, the skip-rule counters in context, swings and
liquidity, lastBreak, sweeps, htfLevels, the nearest levels in points
and R), m15 and h1 (the higher frames). Use it, and compute only what it
doesn't hold.
Get every value from market-snapshot. Never estimate.
| Indicator | Settings | Read |
|---|---|---|
| EMA 9/20 | close, ewm adjust=False | 9 above 20 and both rising → short-term uptrend. Cross = momentum shift. |
| EMA 50/200 | close | Higher-timeframe slope and location filter. |
| ADX(14) | Wilder | < 18: no trend, crossover signals whipsaw. 18–25: emerging trend. > 25: trending. Rising slope matters more than the level. ADX is directionless. |
| ATR(14/20) | Wilder | Volatility per bar. Stops and targets scale with it. The regime compares ATR(14) with its average over the last 100 bars. |
| SuperTrend(10, 3) | ATR bands | Direction and trailing level. Flips late in chop; useful as a trailing stop in trends. |
| Keltner(20, 1.5) | EMA20 ± 1.5 × ATR20 | Close outside the band with ADX ≥ 20 → expansion. Inside and flat → range. |
Regime map:
- Trend: ADX > 20 and rising, price on one side of EMA 20, SuperTrend
stable → breakout and pullback strategies. - Range: ADX < 18, EMA 9/20 tangled, repeated VWAP crosses → no trend
strategies; trade the range edges or stand aside. - Volatility: the computed regime calls it
highwhen ATR(14) ≥ 1.4 ×
its 100-bar average andlowat ≤ 0.7 × (regime.volatilityin
market-snapshot; use that value, don't recompute). High → keep the $ risk
constant: the wider stop means a smaller size; widen stops to structure.
Low → breakouts fail more; prefer strategies that list it.
Examples
3m: ADX 16.4 falling, EMA 9/20 crossed 3 times in 40 bars → range. EMA-cross
and Keltner strategies are gated off (their ADX gate fails anyway).
3m: ADX 23 rising (+4 over 5 bars), close above upper Keltner → keltner
signal "long" is valid; check the keltner strategy skip rules.Categories
Install
npx skillscat add johnamcruz/futures-trading-harness/trend-momentum-indicators Install via the SkillsCat registry.